Which shorty headers you looking at?
The long tube cai is a DIY job.
Do the tune after you have done all the intake and exhaust mods. I would stay away from Admin Tuning. He basically cuts and paste tunes. Get an e-tune from Seb. He's one of the best.
Oil cooler is a must. Where you live at. I would go with a 34 row. FI and Z1 are the kits.
If you want more ideas. Read some of the build threads. Dropping 100 grand is not unheard of.
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